<p>
  In this tutorial, we implement an intraday arbitrage strategy that capitalizes on deviations between two closely correlated 
  index ETFs. Even though at times both ETFs may hold different constituents and different weights of securities while tracking 
  the index, they are both highly correlated and extremely liquid. Researchers have shown these two properties are essential to 
  an arbitrage system's success. The algorithm we implement here is inspired by the work of Kakushadze and Serur (2018) and 
  Marshall, Nguyen, and Visaltanachoti (2010).
</p>
